Holger Dette

Affiliations:
  • Ruhr University Bochum, Germany


According to our database1, Holger Dette authored at least 27 papers between 1991 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent.
CoRR, 2024

2022
Statistical Quantification of Differential Privacy: A Local Approach.
Proceedings of the 43rd IEEE Symposium on Security and Privacy, 2022

Multivariate Mean Comparison Under Differential Privacy.
Proceedings of the Privacy in Statistical Databases - International Conference, 2022

2021
Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem.
SIAM/ASA J. Uncertain. Quantification, 2021

Reproducing kernel Hilbert spaces, polynomials and the classical moment problems.
CoRR, 2021

2020
Likelihood ratio tests for many groups in high dimensions.
J. Multivar. Anal., 2020

2018
Adaptive grid semidefinite programming for finding optimal designs.
Stat. Comput., 2018

2017
Optimal designs for comparing regression models with correlated observations.
Comput. Stat. Data Anal., 2017

T-optimal discriminating designs for Fourier regression models.
Comput. Stat. Data Anal., 2017

2016
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix.
J. Multivar. Anal., 2016

2014
Distributions on matrix moment spaces.
J. Multivar. Anal., 2014

'Nearly' universally optimal designs for models with correlated observations.
Comput. Stat. Data Anal., 2014

2012
A note on testing hypotheses for stationary processes in the frequency domain.
J. Multivar. Anal., 2012

A test for Archimedeanity in bivariate copula models.
J. Multivar. Anal., 2012

2011
Testing model assumptions in functional regression models.
J. Multivar. Anal., 2011

2010
Generalized Latin Hypercube Design for Computer Experiments.
Technometrics, 2010

Random block matrices generalizing the classical Jacobi and Laguerre ensembles.
J. Multivar. Anal., 2010

Some comments on goodness-of-fit tests for the parametric form of the copula based on L<sup>2</sup>-distances.
J. Multivar. Anal., 2010

2009
Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble.
SIAM J. Math. Anal., 2009

A practical guide for optimal designs of experiments in the Monod model.
Environ. Model. Softw., 2009

A bootstrap test for the comparison of nonlinear time series.
Comput. Stat. Data Anal., 2009

2008
Robust designs for series estimation.
Comput. Stat. Data Anal., 2008

Improving updating rules in multiplicative algorithms for computing D-optimal designs.
Comput. Stat. Data Anal., 2008

2006
Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix.
SIAM J. Matrix Anal. Appl., 2006

2003
On a test for a parametric form of volatility in continuous time financial models.
Finance Stochastics, 2003

2002
Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials.
J. Approx. Theory, 2002

1991
A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths.
Proceedings of the Medical Informatics Europe 1991, 1991


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